Data Source: from August 2009 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
Category: Stocks
ETF: iShares MSCI Intl Momentum Factor ETF (IMTM)
ETF • LIVE PERFORMANCE (USD currency)
0.77%
1 Day
Aug 15 2022
0.03%
Current Month
August 2022

In the last 10 Years, the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF obtained a 5.74% compound annual return, with a 12.72% standard deviation.

In 2021, the ETF granted a 5.51% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: EAFE

The iShares MSCI Intl Momentum Factor ETF (IMTM) ETF is part of the following Lazy Portfolios:

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares MSCI Intl Momentum Factor ETF (IMTM) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from August 2009 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
3.11
3.12
0.00
1 - 0
3M
-3.99
-6.31
-8.53
Jun 2022 - Jun 2022
2 - 1
6M
-12.71
-17.17
-15.34
Feb 2022 - Jun 2022
3 - 3
YTD
-17.65
-22.50
-20.13
Jan 2022 - Jun 2022
3 - 4
1Y
-16.21
-22.79
16.07
-20.40
Nov 2021 - Jun 2022
6 - 6
50% pos
3Y(*)
4.71
-0.19
15.71
-20.40
Nov 2021 - Jun 2022
23 - 13
64% pos
5Y(*)
4.01
0.11
14.58
-20.40
Nov 2021 - Jun 2022
36 - 24
60% pos
10Y(*)
5.74
3.05
12.72
-20.40
Nov 2021 - Jun 2022
73 - 47
61% pos
MAX(*)
01 Aug 2009
5.55
2.99
14.95
-26.91
May 2011 - Sep 2011
93 - 63
60% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

ETF Returns, up to January 2015, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of iShares MSCI Intl Momentum Factor ETF (IMTM) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs IMTM
 
Asset Class 1 Year 5 Years 10 Years Since
Aug 2009
US Total Stock Market
VTI
0.93
0.90
0.83
0.85
US Large Cap
SPY
0.94
0.90
0.82
0.85
US Small Cap
IJR
0.88
0.80
0.70
0.74
US REITs
VNQ
0.85
0.71
0.59
0.66
US Technology
QQQ
0.84
0.83
0.76
0.78
Preferred Stocks
PFF
0.91
0.75
0.66
0.64
EAFE Stocks
EFA
0.97
0.94
0.93
0.94
World All Countries
VT
0.96
0.94
0.90
0.93
Emerging Markets
EEM
0.76
0.78
0.76
0.82
Europe
VGK
0.96
0.93
0.89
0.92
Pacific
VPL
0.87
0.90
0.88
0.88
Latin America
FLLA
0.56
0.62
0.61
0.68
US Total Bond Market
BND
0.58
0.38
0.32
0.14
Long Term Treasuries
TLT
0.41
-0.02
-0.02
-0.27
US Cash
BIL
-0.03
-0.17
-0.11
-0.12
TIPS
TIP
0.57
0.48
0.42
0.26
Investment Grade Bonds
LQD
0.72
0.62
0.52
0.41
High Yield Bonds
HYG
0.77
0.77
0.74
0.77
International Bond Market
BNDX
0.42
0.33
0.27
0.12
Emerging Market Bonds
EMB
0.88
0.76
0.70
0.66
Gold
GLD
0.27
0.27
0.16
0.18
Commodities
DBC
0.30
0.55
0.46
0.56

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: Dividend Yield page.

An investment of 1000$, since August 2012, now would be worth 1746.75$, with a total return of 74.68% (5.74% annualized).

The Inflation Adjusted Capital now would be 1350.73$, with a net total return of 35.07% (3.05% annualized).
An investment of 1000$, since August 2009, now would be worth 2018.87$, with a total return of 101.89% (5.55% annualized).

The Inflation Adjusted Capital now would be 1467.44$, with a net total return of 46.74% (2.99% annualized).

Drawdowns

Worst drawdowns since August 2012.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-20.40% Nov 2021 Jun 2022 8 in progress 1 9
-19.22% Feb 2018 Dec 2018 11 Dec 2019 12 23
-16.18% Jul 2014 Feb 2016 20 May 2017 15 35
-15.97% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.52% May 2013 Jun 2013 2 Sep 2013 3 5
-5.15% Jan 2014 Jan 2014 1 Jun 2014 5 6
-3.90% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.69% Sep 2021 Sep 2021 1 Oct 2021 1 2
-1.80% Jun 2021 Jun 2021 1 Aug 2021 2 3
-1.01% Jan 2021 Jan 2021 1 Apr 2021 3 4
-0.73% Nov 2017 Nov 2017 1 Jan 2018 2 3

Worst drawdowns since August 2009.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-26.91% May 2011 Sep 2011 5 Apr 2013 19 24
-20.40% Nov 2021 Jun 2022 8 in progress 1 9
-19.22% Feb 2018 Dec 2018 11 Dec 2019 12 23
-16.18% Jul 2014 Feb 2016 20 May 2017 15 35
-15.97% Feb 2020 Mar 2020 2 Jun 2020 3 5
-14.08% Apr 2010 Jun 2010 3 Sep 2010 3 6
-7.18% Jan 2010 Jan 2010 1 Mar 2010 2 3
-6.52% May 2013 Jun 2013 2 Sep 2013 3 5
-5.15% Jan 2014 Jan 2014 1 Jun 2014 5 6
-3.90% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.69% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.43% Nov 2010 Nov 2010 1 Dec 2010 1 2
-2.24% Oct 2009 Oct 2009 1 Nov 2009 1 2
-1.80% Jun 2021 Jun 2021 1 Aug 2021 2 3
-1.01% Jan 2021 Jan 2021 1 Apr 2021 3 4
-0.73% Nov 2017 Nov 2017 1 Jan 2018 2 3
-0.14% Mar 2011 Mar 2011 1 Apr 2011 1 2

Rolling Returns ( more details)

iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.32 43.71
Apr 2020 - Mar 2021
-20.08
Jun 2011 - May 2012
36.55%
2 Years
6.54 23.33
Jan 2019 - Dec 2020
-7.65
Mar 2014 - Feb 2016
16.54%
3 Years
6.28 17.48
Jan 2019 - Dec 2021
-3.59
Dec 2013 - Nov 2016
7.44%
5 Years
5.73 11.76
Jan 2017 - Dec 2021
-0.70
Jan 2014 - Dec 2018
1.03%
7 Years
5.41 8.37
Oct 2011 - Sep 2018
2.14
Apr 2013 - Mar 2020
0.00%
10 Years
6.21 8.72
Oct 2011 - Sep 2021
3.50
Apr 2010 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: Rolling Returns page.

Seasonality

iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.31
62%
0.21
69%
1.02
69%
1.73
77%
-1.29
46%
0.45
54%
2.00
69%
-0.88
46%
0.47
54%
0.79
62%
0.26
38%
1.48
69%
Best
Year
6.8
2019
4.3
2014
8.8
2010
7.0
2020
6.7
2020
6.5
2019
11.2
2010
3.9
2009
12.4
2010
10.3
2011
9.4
2020
8.0
2010
Worst
Year
-7.2
2010
-7.0
2020
-9.7
2020
-8.0
2022
-11.7
2010
-8.5
2022
-2.8
2014
-10.0
2011
-13.8
2011
-9.8
2018
-4.6
2021
-5.8
2018
Statistics calculated for the period Aug 2009 - Jul 2022

Monthly/Yearly Returns

iShares MSCI Intl Momentum Factor ETF (IMTM) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
93 Positive Months (60%) - 63 Negative Months (40%)
Aug 2009 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-17.65 -22.50 -5.7 -3.5 2.4 -8.0 1.8 -8.5 3.1
2021
+6.60 -0.41 -1.0 0.4 0.5 3.8 1.7 -1.8 1.2 1.0 -3.7 4.9 -4.6 4.5
2020
+22.16 +20.51 1.0 -7.0 -9.7 7.0 6.7 4.6 5.0 3.4 -0.2 -3.7 9.4 5.5
2019
+24.51 +21.72 6.8 2.6 1.9 1.6 -2.4 6.5 -1.3 -0.2 0.4 2.4 1.1 3.1
2018
-14.30 -15.90 6.1 -4.6 -0.9 0.7 -0.5 -2.0 1.5 -0.4 1.6 -9.8 -0.3 -5.8
2017
+25.46 +22.87 5.2 0.5 3.1 1.1 2.8 1.3 2.8 0.7 3.5 2.1 -0.7 0.7
2016
+0.47 -1.57 -4.2 -1.5 4.9 3.0 0.8 0.9 2.0 -0.3 -0.6 -3.8 -2.5 2.2
2015
-1.60 -2.31 0.2 3.7 0.2 3.3 -1.5 1.0 -0.6 -6.2 -5.4 4.7 -0.1 -0.4
2014
-9.19 -9.87 -5.2 4.3 -1.2 -0.8 2.4 1.4 -2.8 0.7 -3.6 -1.1 -0.2 -3.2
2013
+22.20 +20.39 4.7 0.1 2.6 5.9 -5.4 -1.2 4.1 -3.1 8.8 1.8 0.7 2.0
2012
+17.94 +15.92 2.7 3.7 0.9 0.3 -8.2 5.7 1.8 3.0 2.0 0.6 2.3 2.7
2011
-14.36 -16.82 0.3 3.2 -0.1 6.1 -3.3 -0.7 -1.9 -10.0 -13.8 10.3 -2.3 -0.7
2010
+14.14 +12.45 -7.2 0.9 8.8 -1.5 -11.7 -1.2 11.2 -3.8 12.4 4.0 -3.4 8.0
2009
- - 3.9 4.6 -2.2 4.1 0.6

ETF Returns, up to January 2015, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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